-5.0%
TLN vs IRE
-97.3%
+92.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.5% | +9.7% | +7.5% |
| 7D | +9.1% | -15.5% | +24.6% | +9.4% |
| 30D | -4.1% | -70.4% | +66.3% | +5.8% |
| 3M | +4.4% | -81.6% | +86.0% | +19.0% |
| 6M | -6.0% | -94.7% | +88.7% | +13.9% |
| YTD | -3.1% | -91.8% | +88.6% | +4.3% |
| 1Y | -6.1% | -97.6% | +91.5% | +13.9% |
| All | -5.0% | -97.3% | +92.3% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling